E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 3,890.50 3,873.00 -17.50 -0.4% 3,954.00
High 3,901.25 3,915.75 14.50 0.4% 3,983.00
Low 3,847.50 3,867.25 19.75 0.5% 3,847.50
Close 3,873.25 3,896.75 23.50 0.6% 3,873.25
Range 53.75 48.50 -5.25 -9.8% 135.50
ATR 42.04 42.50 0.46 1.1% 0.00
Volume 462,507 250,762 -211,745 -45.8% 1,591,203
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,038.75 4,016.25 3,923.50
R3 3,990.25 3,967.75 3,910.00
R2 3,941.75 3,941.75 3,905.75
R1 3,919.25 3,919.25 3,901.25 3,930.50
PP 3,893.25 3,893.25 3,893.25 3,899.00
S1 3,870.75 3,870.75 3,892.25 3,882.00
S2 3,844.75 3,844.75 3,887.75
S3 3,796.25 3,822.25 3,883.50
S4 3,747.75 3,773.75 3,870.00
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,307.75 4,226.00 3,947.75
R3 4,172.25 4,090.50 3,910.50
R2 4,036.75 4,036.75 3,898.00
R1 3,955.00 3,955.00 3,885.75 3,928.00
PP 3,901.25 3,901.25 3,901.25 3,887.75
S1 3,819.50 3,819.50 3,860.75 3,792.50
S2 3,765.75 3,765.75 3,848.50
S3 3,630.25 3,684.00 3,836.00
S4 3,494.75 3,548.50 3,798.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,983.00 3,847.50 135.50 3.5% 50.00 1.3% 36% False False 326,329
10 3,991.25 3,847.50 143.75 3.7% 42.00 1.1% 34% False False 267,023
20 3,991.25 3,831.50 159.75 4.1% 44.75 1.1% 41% False False 268,389
40 3,991.25 3,744.75 246.50 6.3% 37.25 1.0% 62% False False 221,360
60 3,991.25 3,509.00 482.25 12.4% 36.50 0.9% 80% False False 148,015
80 3,991.25 3,404.00 587.25 15.1% 39.75 1.0% 84% False False 111,027
100 3,991.25 3,404.00 587.25 15.1% 42.50 1.1% 84% False False 88,832
120 3,991.25 3,404.00 587.25 15.1% 38.00 1.0% 84% False False 74,027
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,122.00
2.618 4,042.75
1.618 3,994.25
1.000 3,964.25
0.618 3,945.75
HIGH 3,915.75
0.618 3,897.25
0.500 3,891.50
0.382 3,885.75
LOW 3,867.25
0.618 3,837.25
1.000 3,818.75
1.618 3,788.75
2.618 3,740.25
4.250 3,661.00
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 3,895.00 3,909.00
PP 3,893.25 3,904.75
S1 3,891.50 3,900.75

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols